Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-18 0.358458 0.393623 0.432202 0.477937 0.531030 0.591159 0.665037
2025-05-25 0.303488 0.346047 0.395436 0.457739 0.535333 0.630321 0.757886
2025-06-01 0.275281 0.323120 0.381136 0.458097 0.559786 0.693065 0.887384
2025-06-08 0.260348 0.313366 0.380196 0.472974 0.602523 0.783951 1.071578
2025-06-15 0.244468 0.300161 0.372570 0.476915 0.629575 0.856138 1.243993
2025-06-22 0.229026 0.285751 0.361387 0.473819 0.644987 0.912307 1.403335
2025-06-29 0.215977 0.273247 0.351313 0.470609 0.658910 0.967339 1.574032
2025-07-06 0.201257 0.257254 0.334849 0.455919 0.652397 0.986503 1.681401
2025-07-13 0.194759 0.252179 0.333413 0.463587 0.682623 1.074201 1.954144
2025-07-20 0.188558 0.247010 0.331275 0.469672 0.710607 1.162693 2.261211
2025-07-27 0.180736 0.238944 0.324119 0.466803 0.722202 1.221233 2.519363
2025-08-03 0.174870 0.233366 0.320287 0.468918 0.742892 1.302184 2.873190
2025-08-10 0.165067 0.221612 0.306471 0.453527 0.729903 1.310978 3.033067
2025-08-17 0.155497 0.209761 0.291839 0.435606 0.710063 1.301225 3.134202
2025-08-24 0.150702 0.204927 0.288041 0.436297 0.727056 1.380446 3.579724
2025-08-31 0.149012 0.204728 0.291606 0.450318 0.772966 1.541382 4.454668
2025-09-07 0.145411 0.201338 0.289685 0.454061 0.797722 1.655261 5.254205
2025-09-14 0.140841 0.196187 0.284507 0.451209 0.807609 1.731418 5.962441
2025-09-21 0.136561 0.191301 0.279491 0.448232 0.816810 1.808475 6.777750
2025-09-28 0.130695 0.183630 0.269343 0.434542 0.799566 1.801879 7.087890
2025-10-05 0.128713 0.182162 0.269781 0.441696 0.832612 1.962928 8.796130
2025-10-12 0.126588 0.180355 0.269505 0.447368 0.862961 2.126712 10.949195
2025-10-19 0.123274 0.176448 0.265315 0.444695 0.871996 2.219768 12.746214